i wouldn't be too concerned about the various adjustments on the sx-r. i have a 2001 and can screw any one of them all the way up or all the the way down without noticing any diferrence. try it out yourself but i've heard others having the same experience as myself. (sorry!)
the microlube system is good. if your bikeshop doesn't carry the needed gun head or grease, go for example to jensonusa.com or beyondbikes.com. how often you grease depends as always on how much you ride and in what conditions (wet + mud = more often) but in general it's not something that you need to do frequently as, say, lubing the chain. if it's a used bike and you're not sure what it's been through it might be worth greasing it - the whole grease and gun package will run you 20-25 smackers...